BANK · Convergence Trade
Sparse data (32% of expected samples) — statistics may be unreliable
Forward-fill used for gaps in mark-price history. Smaller window or current spread reading more trustworthy than long-range stats.
Profit Calculator
This spread does not cover its own costs
The spread is 0.10%, but entry and exit cost 0.20% of the position. The trade is a loss at entry regardless of how the spread moves afterwards. Reduce the size, or pick another pair.
Three scenarios: the current spread 0.10% compresses to the target (0% = full convergence). Sized at $10,000 per leg.
| If spread converges to↓ target spread | 0% | 0.50% | 1.00% |
|---|---|---|---|
| Gross profit | +$9.75 | -$40.25 | -$90.25 |
| Round-trip fees | −$20.00 | −$20.00 | −$20.00 |
| Slippage(loading orderbook…) | — | — | — |
| Funding drag(est. 1h hold) | −$0.00 | −$0.00 | −$0.00 |
| Net potential | -$10.25 | -$60.25 | -$110.25 |
⏱ Hold time (estimated from history)
The current spread is already near its typical level (median 0.15%) — most of the convergence has happened, little potential left.
Estimate of historical spread behavior — not a guarantee of the future.
Spread Statistics
Window: 24h · 177 samples
- Mark Price
- $0.02052
- Exchange Ticker
- BANKUSDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $3.80M
- 24h Vol
- $3.95M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Long- Mark Price
- $0.02054
- Exchange Ticker
- BANK-USDT
- Taker / Maker
- 0.05% / 0.02%
- Funding APR(4h)
- +10.96%
- OI
- $1.14M
- 24h Vol
- $1.43M
⚠ slippage not modeled (virtual liquidity / RFQ venue)
Trade Short91 long / 90 short samples · 2 days · auto-refresh every 30s